+14.2%
LQD vs USO
+96.2%
-82.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.1% |
| 7D | -1.1% | +9.1% | -10.2% | -0.7% |
| 30D | -1.3% | +21.7% | -23.0% | -0.5% |
| 3M | -3.2% | +20.2% | -23.4% | -2.4% |
| 6M | -2.1% | +43.4% | -45.5% | -0.6% |
| YTD | -2.4% | +124.0% | -126.3% | +0.2% |
| 1Y | -2.7% | +112.2% | -114.9% | -0.2% |
| 3Y | +14.2% | +97.7% | -83.5% | +15.9% |
| All | +14.2% | +96.2% | -82.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded USO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling